【2005】Asset & Risk Management Risk Oriented Finance

Book 图书名称：Asset & Risk Management Risk Oriented Finance
Author 作者： Louis Esch, Robert Kieffer
Publisher 出版社：Wiley
Page 页数：416
Publishing Date 出版时间：Mar 25, 2005
Language 语言：English
Size 大小：2.3 MB
Format 格式：pdf文字版
ISBN: 0471491446 , ISBN-13: 978-0471491446
Edition: 第1版搜索过论坛，没有该文档


The aim of this book is to study three essential components of modern finance - Risk Management, Asset Management and Asset and Liability Management, as well as the links that bind them together. It is divided into five parts: Part I sets out the financial and regulatory contexts that explain the rapid development of these three areas during the last few years and shows the ways in which the Risk Management function has developed recently in financial institutions; and, Part II is dedicated to the underlying theories of Asset Management and deals in depth with evaluation of financial assets and with theories relating to equities, bonds and options. It also includes: Part III deals with a central theory of Risk Management, the general theory of Value at Risk or VaR, its estimation techniques and the setting up of the methodology; Part IV is the point at which Asset Management and Risk Management meet. It deals with Portfolio Risk Management (the application of risk management methods to private asset management), with an adaptation of Sharpe's simple index method and the EGP method to suit VaR and application of the APT method to investment funds in terms of behavioural analysis; and, Part V is the point at which Risk Management and Asset and Liability Management (ALM) meet, and touches on techniques for measuring structural risks within the on and off balance sheet. The book is aimed both at financial professionals and at students whose studies contain a financial aspect. 'Esch, Kieffer and Lopez have provided us with a comprehensive and well written treatise on risk. This is a must read, must keep volume for all those who need or aspire to a professional understanding of risk and its management' - Harry M Markowitz, San Diego, USA.

== Table of contents ==
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